1) Go to Petronas Towers – you may as well, it's free and it's pretty interesting. Huge mall but upper end so not many bargains.
2) Go to Jalan Bukit Bintang (has monorail). Eat Chinese dinner outside on Jalan Alor, have drinks on Changkat Bukit Bintang. Get massage at any of the many, many shopfront places on Jalan Bukit Bintang – they're not dodgy although the ones upstairs etc probably are. If you have women in your group, hit Bukit Bintang Plaza/Sungei Wang Plaza – lots of cheap clothes. Not so good for men's stuff, though.
3) Use monorail and not cabs where possible. It actually works and is not just a novelty, unlike most monorails!
4) Mosque at Masjid Jamek is nice enough and right by the monorail. Gatehouse dude is exceptionally friendly and will give you a druidic cloak to wear if you're wearing shorts or are female. But nothing astonishing if you've seen mosques before. National Mosque/Masjid Negara – didn't get to see anything there 'cos I arrived late. Looks pretty big though.
5) Chinatown for all your pirate DVD needs – but actually, who cares any more?
6) Read the local paper – the Star is an English-language paper that you can find in most places. It's not a foreigners' paper – in fact, I believe it's owned by the Chinese Businessmen's Association (or something), and is mostly for a local audience, which is what makes it interesting.
Where are you on your way to? Is this a cheapie Air Asia flight to Oz?
Enjoy it – Malaysians were very (obsessively!) friendly in our experience and we thought it was a really nice place, would consider living there in fact…